+2,413.6%
IBM vs ADP
+11,097.1%
-8,683.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | -0.3% | -3.4% | +3.1% | +1.3% |
| 30D | +0.3% | +2.8% | -2.5% | -1.0% |
| 3M | -21.6% | +20.9% | -42.5% | -27.9% |
| 6M | -4.7% | +29.9% | -34.6% | -15.2% |
| YTD | -19.1% | +9.6% | -28.7% | -22.2% |
| 1Y | -2.5% | -5.3% | +2.8% | -0.3% |
| 3Y | +74.2% | +16.5% | +57.7% | +61.6% |
| 5Y | +113.1% | +49.4% | +63.7% | +74.0% |
| 10Y | +133.5% | +282.2% | -148.7% | +24.9% |
| All | +2,413.6% | +11,097.1% | -8,683.5% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling